pilgrim (n.) Look up pilgrim at Dictionary.com
c. 1200, pilegrim, from Old French pelerin, peregrin "pilgrim, crusader; foreigner, stranger" (11c., Modern French pèlerin), from Late Latin pelegrinus, dissimilated from Latin peregrinus "foreigner" (source of Italian pellegrino, Spanish peregrino), from peregre (adv.) "from abroad," from per- "beyond" + agri, locative case of ager "country" (see acre).

Change of first -r- to -l- in most Romance languages by dissimilation; the -m appears to be a Germanic modification. Pilgrim Fathers "English Puritans who founded Plymouth colony" is first found 1799 (they called themselves Pilgrims from c. 1630, in reference to Hebrew xi:13).